-4.4%
KEY vs ED
+10.4%
-14.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.1% |
| 7D | -1.3% | +1.6% | -2.9% | -1.6% |
| 30D | +5.1% | +13.3% | -8.2% | +3.1% |
| 3M | -7.1% | +9.7% | -16.8% | -8.7% |
| 6M | -4.4% | +12.8% | -17.2% | -7.5% |
| All | -4.4% | +10.4% | -14.8% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling